Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,06% | 1,85 CHF | 1,87 CHF | 77 000 | 77 000 | 76 837 | 76 837 | 144 526 CHF | 146 062 CHF | 100,00% | 100,00% |
19/11/2024 | 1,07% | 1,85 CHF | 1,87 CHF | 77 000 | 77 000 | 77 143 | 77 143 | 143 045 CHF | 144 588 CHF | 99,89% | 99,89% |
18/11/2024 | 1,05% | 1,89 CHF | 1,91 CHF | 77 000 | 77 000 | 76 960 | 76 960 | 145 143 CHF | 146 682 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 1,91 CHF | 1,93 CHF | 76 000 | 76 000 | 76 002 | 76 002 | 147 220 CHF | 148 740 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 1,94 CHF | 1,96 CHF | 76 000 | 76 000 | 76 384 | 76 384 | 146 004 CHF | 147 532 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 1,85 CHF | 1,87 CHF | 77 000 | 77 000 | 77 139 | 77 139 | 143 358 CHF | 144 900 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 1,89 CHF | 1,91 CHF | 77 000 | 77 000 | 76 121 | 76 121 | 148 216 CHF | 149 738 CHF | 99,91% | 99,91% |
11/11/2024 | 1,02% | 1,92 CHF | 1,94 CHF | 76 000 | 76 000 | 76 011 | 76 011 | 147 851 CHF | 149 372 CHF | 100,00% | 100,00% |
08/11/2024 | 1,06% | 1,88 CHF | 1,90 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 145 080 CHF | 146 620 CHF | 98,93% | 98,93% |
07/11/2024 | 1,04% | 1,91 CHF | 1,93 CHF | 76 000 | 76 000 | 76 439 | 76 439 | 146 002 CHF | 147 531 CHF | 100,00% | 100,00% |